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PRWCX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRWCX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Capital Appreciation Fund (PRWCX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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PRWCX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRWCX
T. Rowe Price Capital Appreciation Fund
-5.03%20.92%12.50%18.85%-12.00%18.45%18.13%24.62%0.63%15.34%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, PRWCX achieves a -5.03% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, PRWCX has underperformed SPY with an annualized return of 11.20%, while SPY has yielded a comparatively higher 13.98% annualized return.


PRWCX

1D
0.06%
1M
-4.88%
YTD
-5.03%
6M
3.83%
1Y
14.87%
3Y*
13.01%
5Y*
8.99%
10Y*
11.20%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRWCX vs. SPY - Expense Ratio Comparison

PRWCX has a 0.68% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

PRWCX vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRWCX
PRWCX Risk / Return Rank: 7878
Overall Rank
PRWCX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRWCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PRWCX Omega Ratio Rank: 7979
Omega Ratio Rank
PRWCX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRWCX Martin Ratio Rank: 8282
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRWCX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Fund (PRWCX) and State Street SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRWCXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.93

+0.20

Sortino ratio

Return per unit of downside risk

2.11

1.45

+0.66

Omega ratio

Gain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratio

Return relative to maximum drawdown

1.93

1.53

+0.41

Martin ratio

Return relative to average drawdown

8.23

7.30

+0.93

PRWCX vs. SPY - Sharpe Ratio Comparison

The current PRWCX Sharpe Ratio is 1.13, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PRWCX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRWCXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.93

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.69

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.78

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.56

+0.34

Correlation

The correlation between PRWCX and SPY is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRWCX vs. SPY - Dividend Comparison

PRWCX's dividend yield for the trailing twelve months is around 16.55%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
PRWCX
T. Rowe Price Capital Appreciation Fund
16.55%15.72%10.38%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

PRWCX vs. SPY - Drawdown Comparison

The maximum PRWCX drawdown since its inception was -41.77%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PRWCX and SPY.


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Drawdown Indicators


PRWCXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-41.77%

-55.19%

+13.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-12.05%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

-24.50%

+7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-26.86%

-33.72%

+6.86%

Current Drawdown

Current decline from peak

-6.27%

-6.24%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.34%

-9.09%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.52%

-0.86%

Volatility

PRWCX vs. SPY - Volatility Comparison

The current volatility for T. Rowe Price Capital Appreciation Fund (PRWCX) is 2.94%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that PRWCX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRWCXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

5.31%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

9.47%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

19.05%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

17.06%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

17.92%

-4.95%